發(fā)布時(shí)間：2018-07-15 13:06

【摘要】：金融市場對(duì)外開放,信息網(wǎng)絡(luò)不斷進(jìn)步的背景下,券商面臨著越來越多的競爭對(duì)手以及業(yè)務(wù)挑戰(zhàn)。以營業(yè)部為單位進(jìn)行證券交易與管理的模式已不適應(yīng)公司的長期發(fā)展,集中交易系統(tǒng)在各大券商技術(shù)系統(tǒng)中的應(yīng)用日趨廣泛,新業(yè)務(wù)逐漸在集中交易系統(tǒng)上開展,原有的委托申報(bào)通道已不滿足日益增多的新業(yè)務(wù)的需求,為了在增加新業(yè)務(wù)的同時(shí)不影響系統(tǒng)的委托申報(bào)速度,同時(shí)也為了對(duì)交易處理方式進(jìn)行優(yōu)化,集中交易系統(tǒng)中有必要增加綜合協(xié)議平臺(tái)。 本文通過研究集中交易系統(tǒng)的技術(shù)構(gòu)架、程序框架為綜合協(xié)議平臺(tái)的實(shí)現(xiàn)提供了理論基礎(chǔ),然后研究了綜合協(xié)議平臺(tái)接口電子化改造的實(shí)現(xiàn)方法,并在該平臺(tái)上實(shí)現(xiàn)了大宗交易業(yè)務(wù)。具體工作如下： 1)分析了集中交易系統(tǒng)中數(shù)據(jù)庫服務(wù)器、應(yīng)用服務(wù)器、通訊服務(wù)器以及用戶終端的四層架構(gòu)特點(diǎn),研究了綜合協(xié)議平臺(tái)的實(shí)現(xiàn)方法,并提出了解決方案。 2)介紹了報(bào)盤機(jī)的報(bào)盤原理,委托申報(bào)、委托撤單原理,并分析了報(bào)盤過程中委托數(shù)據(jù)如何在四層體系構(gòu)架中傳遞的,為后續(xù)模塊實(shí)現(xiàn)提供了理論基礎(chǔ)。 3)對(duì)綜合協(xié)議平臺(tái)上的大宗交易業(yè)務(wù)進(jìn)行分解,分析了業(yè)務(wù)特點(diǎn),結(jié)合集中交易系統(tǒng)的業(yè)務(wù)層次分模塊實(shí)現(xiàn)。增加意向、定價(jià)、成交申報(bào)買賣的委托處理、報(bào)盤、成交的實(shí)現(xiàn)方法,通過在系統(tǒng)中設(shè)計(jì)綜合協(xié)議交易規(guī)則實(shí)現(xiàn)對(duì)不同的交易行為、證券類別,可允許的交易金額、數(shù)量、價(jià)格等的控制,通過簽署協(xié)議控制綜合協(xié)議平臺(tái)交易的安全性。設(shè)計(jì)了大非股東減持的柜臺(tái)處理方法,并通過復(fù)核功能確認(rèn)大非減持的合法性。根據(jù)業(yè)務(wù)規(guī)則,在原有基礎(chǔ)上更改了委托撤單的處理方式。 4)對(duì)綜合協(xié)議平臺(tái)上的大宗交易業(yè)務(wù)進(jìn)行了系統(tǒng)測試,測試了日間委托過程,并對(duì)測試結(jié)果進(jìn)行了分析。 該系統(tǒng)已于2012年2月11日通過深交所和中國結(jié)算深圳分公司組織的第二次全網(wǎng)測試,現(xiàn)已運(yùn)用于平安證券、安信證券、中投證券等多家券商的交易系統(tǒng)中,實(shí)踐證明了這些業(yè)務(wù)處理的有效性與準(zhǔn)確性以及系統(tǒng)的可行性。
[Abstract]:With the opening of financial market and the progress of information network, securities firms are facing more and more competitors and business challenges. The mode of securities trading and management based on the business department has not been adapted to the long-term development of the company. The centralized trading system has been widely used in the technical systems of the major securities dealers, and the new business has gradually developed on the centralized trading system. The original principal-reporting channel has not met the increasing demand for new business, in order to increase the new business while not affecting the system's entrustment reporting speed, but also to optimize the transaction processing mode. It is necessary to increase the integrated protocol platform in the centralized trading system. By studying the technical framework of the centralized trading system, the program framework provides the theoretical basis for the implementation of the integrated protocol platform, and then studies the implementation method of the electronic transformation of the interface of the integrated protocol platform. And in this platform to achieve bulk trading business. The main work is as follows: 1) the characteristics of database server, application server, communication server and user terminal in the centralized transaction system are analyzed, and the implementation method of the integrated protocol platform is studied. The paper also introduces the principle of the offer machine, the principle of entrustment declaration, the principle of the withdrawal of the entrustment, and analyzes how the entrustment data can be transferred in the four-layer system framework in the process of the offer. It provides a theoretical basis for the implementation of the following modules. 3) decomposing the bulk trading services on the integrated protocol platform, analyzing the characteristics of the business, and implementing the business level sub-modules of the centralized trading system. To increase intention, pricing, transaction declaration and transaction by means of entrustment, offer, and transaction, and to design comprehensive agreement trading rules in the system to achieve different trading behaviors, securities types, allowable transaction amounts and quantities, Price control, through the signing of agreements to control the security of integrated agreement platform transactions. The counter-processing method of non-shareholder reduction is designed, and the legitimacy of non-shareholder reduction is confirmed by checking function. According to the business rules, this paper changes the way to deal with the withdrawal of entrustment on the basis of the original rules. 4) the bulk trading services on the platform of integrated protocol are tested systematically, the process of day delegation is tested, and the test results are analyzed. The system has passed the second full-network test organized by Shenzhen Branch of Shenzhen Stock Exchange and China Clearing Company on February 11, 2012. It has been applied to the trading system of many securities companies, such as Ping an Securities, Anxin Securities, CIC Securities, etc. Practice has proved the validity and accuracy of these business processes and the feasibility of the system.
【學(xué)位授予單位】：武漢理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：TP311.52;F832.51

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